+1,098.0%
FULT vs SPY
+3,091.8%
-1,993.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | +10.8% | +2.0% | +8.8% | +8.4% |
| 6M | +16.2% | +13.0% | +3.2% | +3.3% |
| YTD | +26.8% | +13.5% | +13.3% | +12.3% |
| 1Y | +26.8% | +20.0% | +6.8% | +6.7% |
| 3Y | +98.0% | +77.2% | +20.8% | +16.9% |
| 5Y | +89.0% | +81.9% | +7.1% | +8.1% |
| 10Y | +143.1% | +314.1% | -170.9% | -32.3% |
| All | +1,098.0% | +3,091.8% | -1,993.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling